Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2023 99.97%
August 31, 2023 99.97%
July 31, 2023 99.97%
June 30, 2023 99.97%
May 31, 2023 99.97%
April 30, 2023 99.97%
March 31, 2023 99.97%
February 28, 2023 99.97%
January 31, 2023 99.97%
December 31, 2022 99.97%
November 30, 2022 99.97%
October 31, 2022 99.97%
September 30, 2022 99.97%
August 31, 2022 99.97%
July 31, 2022 99.97%
June 30, 2022 99.97%
May 31, 2022 99.97%
April 30, 2022 99.95%
March 31, 2022 99.95%
February 28, 2022 99.95%
January 31, 2022 99.95%
December 31, 2021 99.95%
November 30, 2021 99.93%
October 31, 2021 99.91%
September 30, 2021 99.91%
Date Value
August 31, 2021 99.91%
July 31, 2021 99.88%
June 30, 2021 99.86%
May 31, 2021 99.86%
April 30, 2021 99.86%
March 31, 2021 99.86%
February 28, 2021 99.86%
January 31, 2021 99.86%
December 31, 2020 99.86%
November 30, 2020 99.86%
October 31, 2020 99.83%
September 30, 2020 99.80%
August 31, 2020 99.80%
July 31, 2020 99.80%
June 30, 2020 99.80%
May 31, 2020 99.80%
April 30, 2020 99.80%
March 31, 2020 99.80%
February 29, 2020 99.79%
January 31, 2020 99.79%
December 31, 2019 99.79%
November 30, 2019 99.79%
October 31, 2019 99.79%
September 30, 2019 99.79%
August 31, 2019 99.79%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

98.91%
Minimum
May 2019
99.97%
Maximum
Oct 2022
99.86%
Average
99.88%
Median
Jul 2021